SMCI Options History — May 2008 In May 2008, SMCI traded between $0.71 and $0.75. ATM implied volatility averaged 47.3%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 9.6% (HV 20d: 37.7%). Max pain ranged from $0.75 to $0.75. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-05-15 : Highest Volume — 220 contracts2008-05-30 : Largest IV drop — 13.0% change2008-05-02 : Highest IV Rank — 32.5%2008-05-06 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $0.73 $0.71 $0.75 $0.75 $0.72 Max Pain $0.75 $0.75 $0.75 $0.75 $0.75 ATM IV 47.3% 40.0% 52.8% 51.8% 41.6% Expected Move 13.6% 11.5% 15.6% 14.9% 11.9% HV 20d 37.7% 17.5% 85.7% 85.7% 18.2% HV 60d 55.8% 55.5% 56.1% 55.8% 55.5% IV Rank 25.5% 16.3% 32.5% 31.2% 18.3% IV Percentile 38.0% 13.9% 66.8% 61.5% 17.5% Term Structure 2.2% -4.3% 8.1% 2.0% 6.8% VWIV 47.0% 42.7% 51.2% 51.2% 42.7% Bid-Ask Spread % 74.73 35.96 99.74 97.98 82.20 Gamma HHI 0.58 0.50 0.89 0.57 0.59 Net GEX -120 -566 616 616 -543 Net DEX 29.3K 0 39.2K 19.4K 31.9K Net VEX -207 -316 0 -316 -146 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 33.333 0 220 0 0 Total OI 3,698.571 0 3,940 3,940 3,910
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2008-05-01 $0.75 $0.75 51.8% 14.9% 85.7% 31.2% 0.0% 0.0% 2.0% 616 19.4K -316 0.00 97.98 0 0 2,780 1,160 2008-05-02 $0.73 $0.75 52.8% 15.2% 84.1% 32.5% 0.0% 0.0% -0.4% 377 27.3K -274 0.00 99.74 0 0 2,780 1,160 2008-05-05 $0.73 $0.75 50.3% 15.1% 83.4% 29.2% 0.0% 0.0% -2.8% 275 29.8K -264 0.00 73.33 0 0 2,780 1,160 2008-05-06 $0.73 $0.75 48.0% 15.6% 83.3% 26.3% 0.0% 0.0% -4.3% 242 31.9K -256 0.00 75.31 0 0 2,780 1,160 2008-05-07 $0.74 $0.75 52.6% 15.1% 84.0% 32.1% 0.0% 0.0% -1.8% 343 25.8K -276 0.00 72.22 0 0 2,780 1,160 2008-05-08 $0.75 $0.75 50.5% 15.2% 39.0% 29.6% 0.0% 0.0% -3.2% 351 23.7K -284 0.00 72.37 0 0 2,780 1,160 2008-05-09 $0.75 $0.75 50.8% 14.7% 37.1% 29.9% 51.2% 0.0% -1.2% 244 25.3K -270 0.00 72.56 30 0 2,780 1,160 2008-05-12 $0.75 $0.75 50.0% 13.8% 36.7% 28.8% 48.1% 0.0% 1.0% -118 30.3K -238 0.00 67.73 20 0 2,770 1,160 2008-05-13 $0.74 $0.75 47.7% 14.4% 26.0% 26.0% 0.0% 0.0% 1.5% -238 32.6K -235 0.00 72.09 0 0 2,750 1,160 2008-05-14 $0.74 $0.75 50.6% 12.6% 23.2% 29.7% 0.0% 0.0% 3.9% -514 30.3K -213 0.00 71.31 0 0 2,750 1,120 2008-05-15 $0.75 $0.75 46.0% 13.2% 20.0% 23.8% 46.0% 0.0% 3.1% -513 30.9K -219 0.00 76.99 0 220 2,750 1,120 2008-05-16 $0.75 $0.75 46.7% 13.4% 18.1% 24.7% 0.0% 0.0% 3.1% -500 31.0K -219 0.00 76.43 0 0 2,750 1,120 2008-05-19 $0.74 $0.75 45.9% 13.2% 17.5% 23.7% 0.0% 0.0% 3.4% -55 30.7K -188 0.00 77.57 0 0 2,750 1,020 2008-05-20 $0.72 $0.00 45.6% 13.1% 20.5% 23.3% 0.0% 0.0% 4.1% 0 0 0 0.00 35.96 50 0 0 0 2008-05-21 $0.73 $0.75 45.5% 13.0% 19.7% 23.1% 0.0% 0.0% 3.9% -224 32.2K -173 0.00 71.37 0 0 2,800 1,020 2008-05-22 $0.73 $0.75 44.3% 12.7% 19.7% 21.7% 0.0% 0.0% 4.3% -326 33.8K -175 0.00 69.94 0 0 2,800 1,020 2008-05-23 $0.73 $0.75 42.1% 12.1% 19.7% 18.9% 0.0% 0.0% 6.9% -423 34.6K -161 0.00 66.08 0 0 2,800 1,020 2008-05-27 $0.72 $0.75 40.0% 11.5% 19.5% 16.3% 0.0% 0.0% 8.1% -566 39.2K -147 0.00 68.45 190 0 2,800 1,020 2008-05-28 $0.72 $0.75 43.0% 12.3% 18.5% 20.1% 42.7% 0.0% 6.1% -510 38.3K -147 0.00 81.65 140 0 2,800 1,020 2008-05-29 $0.71 $0.75 47.9% 13.7% 18.0% 26.2% 0.0% 0.0% 0.8% -443 36.4K -139 0.00 88.09 50 0 2,840 1,020 2008-05-30 $0.72 $0.75 41.6% 11.9% 18.2% 18.3% 0.0% 0.0% 6.8% -543 31.9K -146 0.00 82.20 0 0 2,890 1,020
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